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From: | Kenny Crump |
Subject: | MCMC question |
Date: | Thu, 19 Sep 2002 10:57:18 -0500 |
This
is our first experience with MCSIM. We are attempting an MCMC
run involving a fairly complicated PBPK model. Last night we made runs on four
different machines of 25,000 simulations, all identical except for the random
number seed. Output distributions for
some parameters were dramatically different (based on the last 5,000 sims) , with some having very
small variances on some runs compared to other runs. Also, sometimes in the same run the distribution of the same parameter for different experiments are
vastly different. E.g., in one case
the blood/fat partition coefficient got stuck on one value in one experiment but
not in other experiments in the same run.
It
seems to me that this behavior could be caused by a bug in the dynamic method
presently used to set the proposal distribution in the Metropolis algorithm. I note that the papers on the Bois perc model do not mention this dynamic approach,
instead refer to setting the variance in the proposal distribution based on
preliminary runs. Does the dynamic
approach possibly have a bug? Can
you suggest other reasons for the observed behavior? Thanks! ****************************************************************** Kenny
S. Crump ENVIRON
318-251-6985,
318-255-2277 FAX:
318-255-2040 http://www.angelfire.com/la2/kennycrumpspage/ |
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